Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,892 CHF | 72,797 CHF | 92.67% | 92.67% |
03/05/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 211,431 CHF | 71,977 CHF | 94.96% | 94.96% |
02/05/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,213 CHF | 72,238 CHF | 95.40% | 95.40% |
30/04/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,299 CHF | 68,600 CHF | 94.74% | 94.74% |
29/04/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 227,556 CHF | 77,352 CHF | 91.73% | 91.73% |
26/04/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 219,927 CHF | 74,809 CHF | 94.48% | 94.48% |
25/04/2024 | 2.04% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,220 CHF | 74,240 CHF | 95.17% | 95.17% |
24/04/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 225,662 CHF | 76,721 CHF | 96.70% | 96.70% |
23/04/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 216,092 CHF | 73,531 CHF | 89.36% | 89.36% |
22/04/2024 | 2.26% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,284 CHF | 67,261 CHF | 96.31% | 96.31% |